0000894189-12-004422.txt : 20120813
0000894189-12-004422.hdr.sgml : 20120813
20120813171353
ACCESSION NUMBER: 0000894189-12-004422
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120813
DATE AS OF CHANGE: 20120813
EFFECTIVENESS DATE: 20120813
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Hatteras Alternative Mutual Funds, LLC
CENTRAL INDEX KEY: 0001513062
IRS NUMBER: 460473341
STATE OF INCORPORATION: NC
FISCAL YEAR END: 1211
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14493
FILM NUMBER: 121028510
BUSINESS ADDRESS:
STREET 1: 8540 COLONNADE CENTER DRIVE
STREET 2: SUITE 401
CITY: RALEIGH
STATE: NC
ZIP: 27615
BUSINESS PHONE: 919-846-2324
MAIL ADDRESS:
STREET 1: 8540 COLONNADE CENTER DRIVE
STREET 2: SUITE 401
CITY: RALEIGH
STATE: NC
ZIP: 27615
13F-HR
1
hamfllc_13fhr.txt
QUARTERLY HOLDINGS REPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
Check here if Amendment [ ]: Amendment Number: [ ]
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Hatteras Alternative Mutual Funds, LLC
Address: 8540 Colonnade Center Drive, Suite 401
Raleigh, NC 27615
13F File Number: 028-14493
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Andrew P. Chica
Title: Chief Compliance Officer
Phone: (919) 846-2324
Signature, Place, and Date of Signing
/s/ Andrew P. Chica Raleigh, NC Date: August 9, 2012
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Name Form 13F File Number
Chartwell Investment Partners, LP 028-06462
GAMCO Asset Management, Inc. 028-10894
Nicholas Investment Partners, LP 028-12426
OMT Capital Management, LLC 028-14338
TWIN Capital Management, Inc. 028-07078
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers 2
Form 13F Information Table Entry Total: 223
Form 13F Information Table Value Total: $203,935
List of Other Included Managers:
No. Name Form 13F File Number
A Coe Capital Management, LLC 028-14042
B Raven Rock Capital Management, LLC
TITLE SHRS
OF VALUE OR PRN PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x$1000) AMT SH/PRN CALL DISCRETION MANAGERS SOLE
ABBOTT LABS COM 002824100 211 3,276 SH DEFINED 3,276
ACME PACKET INC COM 004764106 3 63,000 CALL DEFINED 63,000
ADVANCED NOTE
MICRO 6.000%
DEVICES INC 5/0 007903AL1 1,009 1,000,000 PRN DEFINED B 1,000,000
AEROFLEX
HLDG CORP COM 007767106 153 25,300 SH DEFINED 25,300
ALKERMES PLC SHS G01767105 2,372 139,800 SH DEFINED 139,800
AMARIN SPONS
CORP PLC ADR 023111206 918 63,453 SH DEFINED 63,453
AMC
NETWORKS INC CL A 00164V103 1,124 31,625 SH DEFINED 31,625
AMERICAN
AXLE &
MFG HLDGS IN COM 024061103 1,994 190,100 SH DEFINED 190,100
AMERICAN INTL
GROUP INC COM 026874784 1,110 34,579 SH DEFINED 34,579
AMERICAN INTL
GROUP INC COM 026874784 74 25,000 CALL DEFINED 25,000
AMERISOURCE-
BERGEN
CORP COM 03073E105 1,377 35,000 SH DEFINED 35,000
ANA- COM
LOGIC PAR
CORP $0.05 032657207 849 13,699 SH DEFINED A 13,699
ANGEION CORP COM 03462H404 88 16,100 SH DEFINED 16,100
ANIXTER
INTL INC COM 035290105 235 4,425 SH DEFINED B 4,425
APPLE INC COM 037833100 5,480 9,384 SH DEFINED 9,384
APPROACH
RESOURCES
INC COM 03834A103 1,075 42,075 SH DEFINED 42,075
ARUBA
NETWORKS INC COM 043176106 241 16,000 SH DEFINED 16,000
ASSURED
GUARANTY
LTD COM G0585R106 538 38,177 SH DEFINED 38,177
ATLAS COM
ENERGY LP UNITS
COM UNITS LP LP 04930A104 1,995 65,391 SH DEFINED 65,391
ATP OIL &
GAS CORP COM 00208J108 168 52,500 PUT DEFINED B 52,500
ATRICURE INC COM 04963C209 1,830 190,401 SH DEFINED 190,401
AVERY
DENNISON CORP COM 053611109 509 18,600 SH DEFINED 18,600
AVERY
DENNISON CORP COM 053611109 1 12,400 CALL DEFINED 12,400
BAI- SPON
DU ADR
INC REP A 056752108 46 12,500 CALL DEFINED 12,500
BAR- IPTH
CLAYS S&P
BK PLC VIX 06740C261 245 150,000 PUT DEFINED 150,000
BEAM INC COM 073730103 368 5,881 SH DEFINED 5,881
BENCHMARK
ELECTRS INC COM 08160H101 763 54,674 SH DEFINED A 54,674
BEST BUY INC COM 086516101 901 43,000 SH DEFINED 43,000
BIOMARIN NOTE
PHARMACEUTICAL 1.875%
INC 4/2 09061GAD3 714 350,000 PRN DEFINED B 350,000
BOB EVANS
FARMS INC COM 096761101 499 12,418 SH DEFINED 12,418
BOSTON
SCIENTIFIC
CORP COM 101137107 1,001 176,541 SH DEFINED 176,541
B SPON-
P SORED
PLC ADR 055622104 392 9,662 SH DEFINED 9,662
BROOKDALE NOTE
SR LIVING 2.750%
INC 6/1 112463AA2 464 500,000 PRN DEFINED B 500,000
CA INC COM 12673P105 756 27,900 SH DEFINED 27,900
CADENCE DESIGN
SYSTEM INC COM 127387108 176 15,974 SH DEFINED 15,974
CALPINE CORP COM 131347304 750 45,400 SH DEFINED 45,400
CAPITAL ONE
FINL CORP COM 14040H105 32 34,500 PUT DEFINED 34,500
CAPITAL ONE
FINL CORP COM 14040H105 1,886 34,500 SH DEFINED 34,500
CARDINAL
HEALTH INC COM 14149Y108 1,659 39,500 SH DEFINED 39,500
CAREFUSION CORP COM 14170T101 1,952 76,000 SH DEFINED 76,000
CARLISLE COS INC COM 142339100 1,093 20,617 SH DEFINED A 20,617
CEDAR FAIR
L P DEPOSITRY UNIT 150185106 2,556 85,290 SH DEFINED 85,290
CENTERPOINT
ENERGY INC COM 15189T107 945 45,700 SH DEFINED 45,700
CHARTER
COMMUNICATIONS
INC D CL A 16117M305 2,044 28,836 SH DEFINED 28,836
CHESAPEAKE
ENERGY CORP COM 165167107 977 52,500 SH DEFINED 52,500
CINCINNATI
BELL INC COM 171871106 247 66,331 SH DEFINED 66,331
CISCO SYS INC COM 17275R102 1,288 75,000 SH DEFINED 75,000
CITIGROUP INC COM 172967424 1,192 43,500 SH DEFINED 43,500
CITI- UNIT
GROUP 99/99/
INC 999 172967416 213 2,492 SH DEFINED 2,492
CITRIX SYS INC COM 177376100 590 7,033 SH DEFINED 7,033
COGNIZANT
TECHNOLOGY
SOLUTIO CL A 192446102 1,231 20,519 SH DEFINED 20,519
COMMVAULT
SYSTEMS INC COM 204166102 1,308 26,381 SH DEFINED 26,381
COMPUTER
PROGRAMS
& SYS INC COM 205306103 1,441 25,181 SH DEFINED A 25,181
COMSTOCK
RES INC COM 205768203 1,059 64,495 SH DEFINED 64,495
COMVERSE COM
TECHNOLOGY PAR
INC $0.10 205862402 635 109,100 SH DEFINED 109,100
CORNING INC COM 219350105 1,565 121,000 SH DEFINED 121,000
COVIDIEN PLC SHS G2554F113 1,819 34,000 SH DEFINED 34,000
CRIMSON
EXPLORATION
INC COM 22662K207 396 86,279 SH DEFINED 86,279
CROCS INC COM 227046109 711 44,041 SH DEFINED A 44,041CUMULUS
MEDIA INC CL A 231082108 128 42,422 SH DEFINED 42,422
CYPRESS
SEMICONDUCTOR
CORP COM 232806109 777 58,786 SH DEFINED 58,786
DANAHER
CORP DEL COM 235851102 1,624 31,175 SH DEFINED 31,175
DEN- NOTE
DREON 2.875%
CORP 1/1 24823QAC1 695 1,000,000 PRN DEFINED B 1,000,000
DEVON
ENERGY CORP COM 25179M103 1,313 22,650 SH DEFINED 22,650
DEXCOM INC COM 252131107 1,608 124,106 SH DEFINED 124,106
DOVER CORP COM 260003108 938 17,500 SH DEFINED 17,500
DRY- NOTE
SHIPS 5.000
INC. 12/0 262498AB4 428 588,000 PRN DEFINED 588,000
E TRADE
FINANCIAL CORP COM 269246401 1,130 140,500 SH DEFINED 140,500
EDWARDS
LIFESCIENCES
CORP COM 28176E108 2 20,000 PUT DEFINED 20,000
ELECTRO
RENT CORP COM 285218103 590 36,337 SH DEFINED 36,337
ELECTRONIC
ARTS INC COM 285512109 902 73,000 SH DEFINED 73,000
ENDOCYTE INC COM 29269A102 421 51,200 SH DEFINED 51,200
ENERGY
PARTNERS LTD COM 29270U303 387 22,907 SH DEFINED 22,907
EQUINIX INC COM 29444U502 1,235 7,033 SH DEFINED 7,033
EXAR CORP COM 300645108 469 57,516 SH DEFINED 57,516
EXELIS INC COM 30162A108 779 79,000 SH DEFINED 79,000
EXXON
MOBIL CORP COM 30231G102 2,576 30,100 SH DEFINED 30,100
F5 NETWORKS INC COM 315616102 497 4,990 SH DEFINED 4,990
FACEBOOK INC CL A 30303M102 204 47,500 CALL DEFINED 47,500
FACEBOOK INC CL A 30303M102 392 12,585 SH DEFINED 12,585
FEDERAL
MOGUL CORP COM 313549404 1,096 99,625 SH DEFINED 99,625
FINISH LINE INC CL A 317923100 552 26,400 SH DEFINED 26,400
FISHER
COMMUNICATIONS
INC COM 337756209 1,297 43,379 SH DEFINED 43,379
FORD COM
MTR CO PAR
DEL $0.01 345370860 1,928 201,000 SH DEFINED 201,000
FORTINET INC COM 34959E109 561 24,166 SH DEFINED 24,166
GENERAL FRNT
CABLE 4.500%
CORP DEL 11/1 369300AL2 487 500,000 PRN DEFINED B 500,000
GENERAL
ELECTRIC CO COM 369604103 1,375 66,000 SH DEFINED 66,000
GOOGLE INC CL A 38259P508 4,095 7,059 SH DEFINED 7,059
GRAY
TELEVISION INC COM 389375106 84 57,443 SH DEFINED 57,443
GREEN- NOTE
BRIER 2.375%
COS INC 5/1 393657AD3 197 200,000 PRN DEFINED B 200,000
HAEMONETICS
CORP COM 405024100 4,250 57,344 SH DEFINED 57,344
HANESBRANDS INC COM 410345102 1,025 36,950 SH DEFINED 36,950
HECKMANN
CORP COM 422680108 442 130,732 SH DEFINED 130,732
HERTZ GLOBAL
HOLDINGS INC COM 42805T105 1,530 119,500 SH DEFINED 119,500
HOLLY
FRONTIER CORP COM 436106108 2,027 57,222 SH DEFINED 57,222
HOLOGIC INC COM 436440101 3,821 211,800 SH DEFINED 211,800
HOME INNS
& HOTELS SPON
MGMT INC ADR 43713W107 1,348 59,500 SH DEFINED 59,500
HUMANA INC COM 444859102 1,690 21,820 SH DEFINED 21,820
HUNTSMAN CORP COM 447011107 1,001 77,350 SH DEFINED 77,350
IN- UNIT
ERGY LTD
L P PTNR 456615103 1,262 67,750 SH DEFINED 67,750
INGERSOLL-
RAND PLC SHS G47791101 207 4,914 SH DEFINED 4,914
IN- NOTE
SULET 3.750%
CORP 6/1 45784PAC5 611 550,000 PRN DEFINED B 550,000
INTEGRATED
DEVICE
TECHNOLOGY COM 458118106 658 117,139 SH DEFINED 117,139
INTERDIGITAL INC COM 45867G101 375 12,701 SH DEFINED 12,701
IRIS INTL INC COM 46270W105 542 47,970 SH DEFINED 47,970
I- RUS-
SHARES SELL
TR 2000 464287655 188 242,500 PUT DEFINED 242,500
JABIL
CIRCUIT INC COM 466313103 714 35,126 SH DEFINED A 35,126
JOURNAL
COMMUNICATIONS
INC CL A 481130102 165 31,912 SH DEFINED 31,912
JPMORGAN
CHASE & CO COM 46625H100 30 51,000 CALL DEFINED 51,000
JUNIPER
NETWORKS INC COM 48203R104 71 63,000 CALL DEFINED 63,000
K12 INC COM 48273U102 1,232 52,892 SH DEFINED 52,892
KINDER *WEXP
MORGAN 05/25/
INC DEL 201 49456B119 135 62,500 SH DEFINED 62,500
KONG- SPON-
ZHONG SORED
CORP ADR 50047P104 329 40,982 SH DEFINED 40,982
KOPPERS
HOLDINGS INC COM 50060P106 732 21,522 SH DEFINED 21,522
L-3
COMMUNICATIONS
HLDGS INC COM 502424104 599 8,100 SH DEFINED 8,100
LAS VEGAS
SANDS CORP COM 517834107 870 20,000 SH DEFINED 20,000
LAS VEGAS
SANDS CORP COM 517834107 22 20,000 CALL DEFINED 20,000
LENDER
PROCESSING
SVCS INC COM 52602E102 685 27,100 SH DEFINED 27,100
LENNOX
INTL INC COM 526107107 818 17,534 SH DEFINED A 17,534
LIBERTY
MEDIA
CORPORATION
LIB CAP COM A 530322106 264 3,000 SH DEFINED 3,000
LIVE NATION
ENTERTAINMENT IN COM 538034109 1,225 133,473 SH DEFINED 133,473
LORAL SPACE &
COMMUNICATNS I COM 543881106 327 4,854 SH DEFINED 4,854
LYON- N
DELLBASELL SHS -
INDUSTRIES A - N53745100 316 7,840 SH DEFINED 7,840
MAG
SILVER CORP COM 55903Q104 511 58,690 SH DEFINED 58,690
MARATHON
PETE CORP COM 56585A102 1,130 25,150 SH DEFINED 25,150
MARRIOTT
INTL INC CL A 571903202 800 20,409 SH DEFINED A 20,409
MARRIOTT
VACATIONS
WRLDWDE C COM 57164Y107 373 12,025 SH DEFINED 12,025
MARTIN MARIETTA
MATLS INC COM 573284106 1,596 20,250 SH DEFINED 20,250
MASTEC INC COM 576323109 219 14,539 SH DEFINED A 14,539
MBIA INC COM 55262C100 0 37,200 PUT DEFINED 37,200
MBIA INC COM 55262C100 96 74,400 CALL DEFINED 74,400
MCKESSON CORP COM 58155Q103 1,378 14,700 SH DEFINED 14,700
MDC CL A
PARTNERS SUB
INC VTG 552697104 122 10,726 SH DEFINED 10,726
MEDASSETS INC COM 584045108 471 35,000 SH DEFINED 35,000
MENTOR
GRAPHICS CORP COM 587200106 331 22,079 SH DEFINED A 22,079
MENTOR SDCV
GRAPHICS 4.000%
CORP 4/0 587200AK2 533 500,000 PRN DEFINED B 500,000
METROPOLITAN
HEALTH NETWORKS COM 592142103 209 21,850 SH DEFINED 21,850
MICROSOFT CORP COM 594918104 4,674 152,800 SH DEFINED 152,800
MINDRAY SPON
MEDICAL INTL LTD ADR 602675100 682 22,500 SH DEFINED 22,500
MONOLITHIC
PWR SYS INC COM 609839105 781 39,307 SH DEFINED A 39,307
MORGAN STANLEY COM 617446448 1,306 89,500 SH DEFINED 89,500
MOVE INC COM 62458M207 729 80,000 SH DEFINED 80,000
NETAPP INC COM 64110D104 700 22,000 SH DEFINED 22,000
NETSCOUT SYS INC COM 64115T104 680 31,519 SH DEFINED A 31,519
NEWPORT CORP COM 651824104 284 23,621 SH DEFINED A 23,621
NEWS CORP CL A 65248E104 1,227 55,050 SH DEFINED 55,050
NEXEN INC COM 65334H102 917 54,286 SH DEFINED 54,286
NEXSTAR
BROADCASTING
GROUP I CL A 65336K103 105 15,648 SH DEFINED 15,648
NORTH AMERN
ENERGY PARTNERS COM 656844107 159 61,565 SH DEFINED 61,565
NUANCE
COMMUNICATIONS
INC COM 67020Y100 977 41,024 SH DEFINED 41,024
OCH ZIFF CAP
MGMT GROUP CL A 67551U105 348 45,875 SH DEFINED 45,875
ORACLE CORP COM 68389X105 95 46,000 CALL DEFINED 46,000
ORBCOMM INC COM 68555P100 225 68,900 SH DEFINED 68,900
ORTHOFIX INTL N V COM N6748L102 2,411 58,449 SH DEFINED 58,449
OSHKOSH CORP COM 688239201 867 41,400 SH DEFINED 41,400
OSI SYSTEMS INC COM 671044105 863 13,621 SH DEFINED A 13,621
OWENS ILL INC COM 690768403 3 20,000 CALL DEFINED 20,000
PACIRA
PHARMACEUTICALS
INC COM 695127100 212 13,200 SH DEFINED 13,200
PATTERSON
COMPANIES INC COM 703395103 1,258 36,500 SH DEFINED 36,500
PDC ENERGY INC COM 69327R101 1,211 49,400 SH DEFINED 49,400
PEPSICO INC COM 713448108 230 3,258 SH DEFINED 3,258
PFIZER INC COM 717081103 355 15,456 SH DEFINED 15,456
PHILIP MORRIS
INTL INC COM 718172109 540 6,191 SH DEFINED 6,191
PIONEERNAT
RES CO COM 723787107 1,001 11,350 SH DEFINED 11,350
POLARIS
INDS INC COM 731068102 469 6,564 SH DEFINED A 6,564
PPG INDS INC COM 693506107 697 6,572 SH DEFINED A 6,572
QEP RES INC COM 74733V100 1,251 41,750 SH DEFINED 41,750
QUALCOMM INC COM 747525103 2,219 39,853 SH DEFINED 39,853
QUALITY
DISTR INC FLA COM 74756M102 506 45,653 SH DEFINED 45,653
QUANTA SVCS INC COM 74762E102 1,386 57,594 SH DEFINED A 57,594
RAYTHEON CO COM 755111507 2,479 43,800 SH DEFINED 43,800
RED HAT INC COM 756577102 1,159 20,519 SH DEFINED 20,519
REGAL
BELOIT CORP COM 758750103 588 9,447 SH DEFINED A 9,447
REX ENERGY
CORPORATION COM 761565100 1,222 109,000 SH DEFINED 109,000
RF
MICRODEVICE
INC COM 749941100 880 206,963 SH DEFINED A 206,963
ROBBINS &
MYERS INC COM 770196103 783 18,712 SH DEFINED A 18,712
ROCKWOOD
HLDGS INC COM 774415103 542 12,212 SH DEFINED 12,212
ROYAL DUTCH SPON
SHELL PLC ADR B 780259107 2,748 39,300 SH DEFINED 39,300
ROYAL NOTE
GOLD 2.875%
INC 6/1 780287AA6 524 500,000 PRN DEFINED B 500,000
RTI
BIOLOGICS INC COM 74975N105 1,705 453,500 SH DEFINED 453,500
SAVIENT NOTE
PHARMACEUTICALS 4.750%
INC 2/0 80517QAA8 163 500,000 PRN DEFINED B 500,000
SBA NOTE
COMMUNICATIONS 4.000%
CORP 0/0 78388JAM8 868 450,000 PRN DEFINED B 450,000
SCHOOL SDCV
SPECIALTY 3.750%
INC 11/3 807863AM7 749 1,000,000 PRN DEFINED B 1,000,000
SEAGATE
TECHNOLOGY PLC SHS G7945M107 654 26,449 SH DEFINED 26,449
SELECT
COMFORT CORP COM 81616X103 780 37,295 SH DEFINED A 37,295
SELECT SBI INT-
SECTOR SPDR TR FINL 81369Y605 1,754 120,000 SH DEFINED 120,000
SILICON SPON-
MOTION SORED
TECHNOLOGY CO ADR 82706C108 417 29,529 SH DEFINED A 29,529
SINA CORP ORD G81477104 1,036 20,000 SH DEFINED 20,000
SIRIUS XM
RADIO INC COM 82967N108 691 373,524 SH DEFINED 373,524
SIX FLAGS
ENTMT CORP COM 83001A102 1,739 32,100 SH DEFINED 32,100
SKYWORKS
SOLUTIONS INC COM 83088M102 240 8,754 SH DEFINED A 8,754
SOLTA MED INC COM 83438K103 949 323,800 SH DEFINED 323,800
SONIC CORP COM 835451105 898 89,604 SH DEFINED A 89,604
SOURCEFIRE INC COM 83616T108 856 16,663 SH DEFINED 16,663
SPARTAN NOTE
STORES 3.375%
INC 5/1 846822AE4 243 250,000 PRN DEFINED B 250,000
SPDR GOLD
TRUST GOLD SHS 78463V107 367 2,368 SH DEFINED 2,368
SPDR S&P 500
ETF TR TR UNIT 78462F103 267 271,300 PUT DEFINED 271,300
SPDR S&P 500
ETF TR TR UNIT 78462F103 538 117,500 CALL DEFINED 117,500
SPECTRANETICS
CORP COM 84760C107 1,438 125,940 SH DEFINED 125,940
SPIRIT
AEROSYSTEMS COM
HLDGS INC CL A 848574109 1,052 44,156 SH DEFINED A 44,156
STRYKER CORP COM 863667101 3,460 62,800 SH DEFINED 62,800
SUNCOR
ENERGY INC COM 867224107 1,165 40,250 SH DEFINED 40,250
TERADATA
CORP DEL COM 88076W103 710 9,865 SH DEFINED 9,865
TETRA TECH INC COM 88162G103 661 25,359 SH DEFINED A 25,359
TEVA
PHARMACEUTICAL
INDS LTD ADR 881624209 3,124 79,200 SH DEFINED 79,200
TIME WARNER
CABLE INC COM 88732J207 2,065 25,150 SH DEFINED 25,150
TITAN MACHY INC COM 88830R101 752 24,748 SH DEFINED A 24,748
TREX CO INC COM 89531P105 786 26,110 SH DEFINED A 26,110
TRW
AUTOMOTIVE
HLDGS CORP COM 87264S106 1,476 40,150 SH DEFINED 40,150
ULTRATECH INC COM 904034105 1,433 45,499 SH DEFINED A 45,499
UNITED
RENTALS INC COM 911363109 876 25,736 SH DEFINED A 25,736
VEECO INSTRS
INC DEL COM 922417100 313 9,118 SH DEFINED 9,118
VERIFONE SYS INC COM 92342Y109 832 25,150 SH DEFINED 25,150
VIRGIN NOTE
MEDIA 6.500%
INC 11/1 92769LAB7 748 500,000 PRN DEFINED B 500,000
VISION-SCIENCES
INC DEL COM 927912105 62 41,400 SH DEFINED 41,400
VOLCANO
CORPORATION COM 928645100 456 15,900 SH DEFINED 15,900
WABASH
NATL CORP COM 929566107 896 135,377 SH DEFINED A 135,377
WAUSAU
PAPER CORP COM 943315101 261 26,795 SH DEFINED 26,795
WEATHERFORD
INTERNATIONAL
LT REG SHS H27013103 1,668 132,100 SH DEFINED 132,100
YAHOO INC COM 984332106 146 160,000 CALL DEFINED 160,000
YAN- SHS
DEX CLASS
N V A N97284108 14 30,000 CALL DEFINED 30,000
YAN- SHS
DEX CLASS
N V A N97284108 572 30,000 SH DEFINED 30,000
ZHONGPIN INC COM 98952K107 454 49,300 SH DEFINED 49,300